Are there any references of NLP/text mining techniques for identifying the theme of news headlines?
You could formulate the problem as a topic classification task, hence you need labeled data.
From an unsupervised point of view, you could represent sentences with some fixed feature vector (latent representation).

Generating Sentences from a Continuous Space.
Paragraph2Vec.


BRIEF-Dynasil Corporation Of America Reports Q2 EPS Of $0.08
China's night-owl retail investors leverage up to dominate oil futures trade

Self-attention models would be very useful to this kind of problems since you don't need to encode all the context in the last hidden cell of some RNN model to classify to which theme the headline belongs.